The most probable reason for the little beasties to steal things and
carry them off is that it is a modification of carnivore caching behavior.
 
Mustelids get the brunt of blame for this behavior, variously described as
"slaughtering scores of chickens" or "the den was full of uneated birds." I
especially liked the description of a polecat den filled with "scores of
living toads, all expertly pithed at the base of the skull." However, it is
a common behavior in small carnivores, including canids, felids, and
mustelids.  There are two different behaviors involved; the killing
response, and the caching response.
 
Instinctive behaviors are often triggered by specific stimuli, so a
carnivore standing in a henhouse is stimulated to kill each time a chicken
runs by.  Obviously, more animals are killed than can be eaten.  This is
abnormal in the respect that there are few situations in the wild where
scores of prey are penned-in together, with little chance of escape.  In
"real" life, the carnivore would be lucky to get one, maybe two, before the
rest escaped.  You can easily observe this behavior in your fuzzy by tieing
some beads to a string, and pulling them past the ferret's field of vision.
If they make noise, they will be "killed!" The beads are nearly impossible
to resist by most toe sharks.
 
The second part is more complex.  Small animals have high metabolisms (as
seen in faster heart and respiration rates, higher body temperatures) and so
require large amounts of high quality food.  But, as hunters and field
biologists can attest, finding game can be highly irregular.  Caching is
instinctive, allowing the animal to eat when food is scarce, and stockpiling
when food is abundant.  (You can think of a supermarket as a giant food
cache).  Most carnivores cache food; leopards cache in trees, bears,
felines, and wolves will cover the cache with leaves and twigs.  Many others
will cache in their dens, including many mustelids such as the polecat.
Favorite toys and objects will be taken to a "den" where they await use.
Mine cache extra treats, and sometimes cache food from their dish; I usually
find it in the bedding.
 
The ferret has been domesticated, and must rely on humans for food to
survive, but the basic instinctual behaviors are still there.  They are just
expressed somewhat differently; in play fighting and in hiding toys.
 
One last thing; because of the high metabolic energy costs of being a small
carnivore, there are two other common attributes.  First, if not hunting (or
playing in domesticates) the carnivores tend to sleep.  Lots of sleep, some
very deep (SND).  Second, the constant hunting creates a very curious
animal, where the carnivore always seems to be looking for something.
Anything new is always investigated because it might be edible, or house
something edible.  Sound familiar?
 
Where I grew up, we had lots of raccoons who would steal small shiney things
(and dog food).  Sometimes we would find the objects by the ditch, but
usually, they were lost forever.  I once lost a ingraved silver ID band
(does that date me, or what?), thinking I would never to see it again.  Ten
years later some fool from San Francisco bought our old wood barn for wall
paneling, and as we helped it fall down, we found an old raccoon den in the
north loft.  It was littered with old bones, pieces of tin foil, paper, and
by gollies, the ID band.  Caching behavior.
 
I think I'll go scrounge something in the pantry...
 
Bob (cached-in the extra 'o')
Moose, Stella, Daye, Tori, Bear, Apollo, Foster, Buddy, and Razz.
Stella says, "Yeah right. I put it there because it BELONGS there. Geesh!"
[Posted in FML issue 1393]